+861.8%
SPXL vs PENG
+762.7%
+99.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -3.9% |
| 7D | +0.1% | +4.5% | -4.5% | -1.9% |
| 30D | -0.9% | -7.1% | +6.2% | +1.3% |
| 3M | +2.0% | -27.3% | +29.3% | +8.5% |
| 6M | +33.5% | +169.6% | -136.1% | -23.3% |
| YTD | +32.2% | +164.6% | -132.5% | -24.3% |
| 1Y | +48.9% | +109.5% | -60.6% | -7.1% |
| 3Y | +222.9% | +98.9% | +123.9% | +77.5% |
| 5Y | +140.7% | +116.3% | +24.5% | +25.1% |
| All | +861.8% | +762.7% | +99.2% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling